Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47576.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46178.33 Kr¶

PnL: ---------------------------------------> -710.24 Kr¶

DD now: ---------------------------------> -2.166 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:31:51.294916'

Anic Portfolio¶

Today¶

Return: 0.103 %¶

This Week¶

Return: 0.103 %¶

Total¶

Return: 55.753 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -1.590000 767.600000 94.600000 14.060000 673.000000
Nordea Bank Abp 29 0.360000 3527.560000 73.560000 2.130000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.290000 390.900000 35.900000 10.110000 355.000000
SAAB B 8 -0.260000 3411.200000 34.200000 1.010000 3377.000000
Resurs Holding 22 -1.230000 602.580000 28.580000 4.980000 573.999998
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
Swedbank A 3 -0.050000 589.050000 25.050000 4.440000 564.000000
OEM International B 7 -0.510000 544.600000 16.600000 3.140000 527.999997
Intrum 4 -0.910000 543.000000 16.000000 3.040000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Corem Property Group B 59 -3.990000 589.120000 12.120000 2.100000 576.999999
Securitas B 6 -1.530000 579.000000 9.000000 1.580000 570.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.450000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.420000 542.500000 -3.500000 -0.640000 546.000000
Boozt 12 -1.580000 1644.000000 -10.000000 -0.600000 1653.999996
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 -1.480000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 1.240000 541.000000 -33.000000 -5.750000 574.000000
CTEK 13 -1.730000 500.760000 -33.240000 -6.220000 533.999999
Vivesto 1368 2.320000 566.900000 -46.100000 -7.520000 612.999432
Sampo Oyj SDB 7 0.560000 3801.000000 -49.000000 -1.270000 3850.000000
Essity A 4 1.300000 1088.000000 -61.000000 -5.310000 1149.000000
Beijer Electronics Group 26 3.930000 2891.200000 -79.800000 -2.690000 2971.000006
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
OX2 18 2.120000 1476.000000 -188.000000 -11.300000 1663.999992
Axfood 13 1.610000 3523.000000 -233.000000 -6.200000 3756.000001
Ovzon 52 0.000000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46178.330000 -710.240000 -2.16645% 46888.564618

Updated:¶

'2023-01-30 10:32:04.117173'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶